+346.1%
CCJ vs MTSI
+320.9%
+25.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -1.3% |
| 7D | +0.7% | +1.4% | -0.7% | +0.1% |
| 30D | +6.9% | +2.1% | +4.8% | +4.6% |
| 3M | -11.6% | -29.7% | +18.1% | +0.1% |
| 6M | -16.2% | +12.5% | -28.7% | -24.2% |
| YTD | +10.1% | +57.0% | -46.9% | -14.4% |
| 1Y | +32.3% | +103.9% | -71.6% | -9.5% |
| 3Y | +171.3% | +223.6% | -52.3% | +44.6% |
| All | +346.1% | +320.9% | +25.3% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling